Transforms to exponential margins under the GEV model.
mtransform(x, p, inv = FALSE, drp = FALSE)A matrix with n rows and d columns, or a vector. In
the latter case, if p is a list with the same length
as the vector, it is treated as a matrix with one row. If
p is not a list, it is treated as a matrix with one
column.
A vector of length three or a matrix with n rows and three columns. It can also be a list of length d, in which case each element must be a vector of length three or a matrix with n rows and three columns.
Logical; use the inverse transformation?
Logical; return a vector rather than a single row matrix?. Note that a single column matrix is always returned as a vector.
A numeric matrix or vector.
Let \(x_i\) denote a vector of observations for
\(i = 1,\ldots,n\).
This function implements the transformation
$$y_{i} = \{1+s_i(x_{i}-a_i)/b_i\}_{+}^{-1/s_i}$$
to each column of the matrix x.
The values \((a_i,b_i,s_i)\) are contained in the ith
row of the n by 3 matrix p. If p is a vector
of length three, the parameters are the same for every
\(i = 1,\ldots,n\). Alternatively, p can be a list
with d elements, in which case the jth element is used to
transform the jth column of x.
This function is mainly for internal use. It is used by bivariate and multivariate routines to calculate marginal transformations.